+30.7%
MCO vs ALM
+839.2%
-808.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.8% |
| 7D | -3.8% | -11.8% | +8.1% | -3.4% |
| 30D | -0.4% | +7.8% | -8.2% | -0.7% |
| 3M | +7.7% | -9.3% | +17.0% | +7.7% |
| 6M | +7.0% | -30.5% | +37.5% | +7.5% |
| YTD | -6.4% | +75.8% | -82.2% | -9.3% |
| 1Y | -7.6% | +241.2% | -248.8% | -13.3% |
| 3Y | +43.2% | +1,872.6% | -1,829.4% | +23.8% |
| All | +30.7% | +839.2% | -808.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling